+73.1%
BAC vs HALO
+156.4%
-83.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | -1.4% | +4.6% | -6.0% | -2.0% |
| 3M | +15.7% | +50.2% | -34.5% | +9.0% |
| 6M | +32.2% | +57.6% | -25.4% | +23.4% |
| YTD | +15.8% | +59.6% | -43.8% | +7.7% |
| 1Y | +27.3% | +41.2% | -13.9% | +20.3% |
| 3Y | +137.5% | +178.9% | -41.4% | +93.1% |
| 5Y | +73.1% | +160.1% | -87.0% | +39.6% |
| All | +73.1% | +156.4% | -83.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling